Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47735.43 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46340.54 Kr¶

PnL: ---------------------------------------> -548.03 Kr¶

DD now: ---------------------------------> -1.839 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:58:12.869260'

Anic Portfolio¶

Today¶

Return: -0.622 %¶

This Week¶

Return: 0.425 %¶

Total¶

Return: 56.274 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.810000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -5.100000 435.400000 80.400000 22.650000 355.000000
Corem Property Group B 59 -4.380000 656.670000 79.670000 13.810000 576.999999
Boozt 12 0.420000 1701.600000 47.600000 2.880000 1653.999996
HMS Networks 2 -0.170000 716.000000 43.000000 6.390000 673.000000
OEM International B 7 0.640000 552.300000 24.300000 4.600000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.330000 547.600000 20.600000 3.910000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.380000 260.880000 14.880000 6.050000 246.000000
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Karnov Group 9 -0.650000 548.100000 12.100000 2.260000 536.000004
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
SAAB B 8 1.660000 3386.400000 9.400000 0.280000 3377.000000
Essity B 2 -0.270000 581.200000 7.200000 1.250000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.240000 578.600000 4.600000 0.800000 573.999998
AcadeMedia 12 -0.550000 560.880000 3.880000 0.700000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 -4.450000 582.120000 -0.880000 -0.150000 582.999984
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Swedbank A 3 -0.930000 558.600000 -5.400000 -0.960000 564.000000
CTEK 13 -3.290000 523.770000 -10.230000 -1.920000 533.999999
Nordea Bank Abp 29 -0.850000 3438.820000 -15.180000 -0.440000 3453.999992
International Petroleum Corp. 5 1.780000 544.500000 -50.070000 -8.420000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.460000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 0.180000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.220000 3588.000000 -168.000000 -4.470000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.110000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46340.540000 -548.030000 -1.83932% 46888.564618

Updated:¶

'2023-01-17 16:58:25.224887'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶